When Johnny and Ponyboy tell Dally that Johnny killed Bob, Dally praises Johnny and then gives them advice on how to get out of town.
After the fight, Johnny and Pony are scared. They decide that Dally is their only hope. Dally will help them. So they go and find him.
The boys are nervous about interrupting Dally, who is at a party at a friend’s house. Pony is worried that Dally might be drunk and in a foul mood, and they might get in trouble for interrupting him.
Dally is sleeping when they arrive, and he listens carefully to their story but they do not get the reaction they expected.
He didn't bat an eye when Johnny told him what had happened, only grinned and said
"Good for you" when Johnny told how he had knifed the Soc. (ch 4, p. 60)
Dally then advises the boys to go hide in a church in the country and wait for him. They were scared to death when Johnny accidentally killed Bob, but Dally seems proud that Johnny was able to defend himself. He is practically motherly, giving the boys warm clothes and telling them step by step what to do.
The fact that he killed a man wears heavily on Johnny. He is a sensitive soul, but has been jumpy ever since the Socs jumped him. Part of his reaction is likely guilt at having taken revenge on the man who attacked him, even though it was self-defense.
I'll be up there as soon as I think it's clear. Man, I thought New York was the only place I could get mixed up in a murder rap. (p. 62)
Clearly this is not the first time Dally has been involved in a killing.
Although Dally is somewhat rough around the edges, he clearly does care about Johnny and Pony. He has been on the wrong side of the law, but the boys trust him. He gives them advice, even if it does not end well. There is no way Dally, or anyone, could have foreseen what would happen.